Estimates of moments and tails of Gaussian chaoses
Abstract
Description
We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form $\sum a_{i_1,...,i_d}g_{i_1}... g_{i_d}$, where $g_i$ are i.i.d. ${\mathcal{N}}(0,1)$ r.v.'s. Estimates are exact up to constants depending on $d$ only.
Published at http://dx.doi.org/10.1214/009117906000000421 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Published at http://dx.doi.org/10.1214/009117906000000421 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)